-22.7%
U vs CAG
-42.8%
+20.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.3% |
| 7D | +2.6% | -3.3% | +5.9% | +2.5% |
| 30D | +27.6% | +7.7% | +19.9% | +27.9% |
| 3M | +15.3% | -3.2% | +18.5% | +15.5% |
| 6M | +96.4% | +7.0% | +89.4% | +97.0% |
| YTD | +19.6% | -9.0% | +28.5% | +18.2% |
| 1Y | +42.1% | -9.6% | +51.7% | +40.5% |
| 3Y | +87.5% | -36.0% | +123.5% | +89.4% |
| 5Y | -73.1% | -40.9% | -32.3% | -72.9% |
| All | -22.7% | -42.8% | +20.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling